Giovanni Brigati, Gabriel Stoltz, Andi Q. Wang, Lihan Wang
{"title":"加权和弱 Poincaré--Lions 不等式下的欠阻尼 Langevin 动力学的显式收敛率","authors":"Giovanni Brigati, Gabriel Stoltz, Andi Q. Wang, Lihan Wang","doi":"arxiv-2407.16033","DOIUrl":null,"url":null,"abstract":"We study the long-time convergence behavior of underdamped Langevin dynamics,\nwhen the spatial equilibrium satisfies a weighted Poincar\\'e inequality, with a\ngeneral velocity distribution, which allows for fat-tail or subexponential\npotential energies, and provide constructive and fully explicit estimates in\n$\\mathrm{L}^2$-norm with $\\mathrm{L}^\\infty$ initial conditions. A key\ningredient is a space-time weighted Poincar\\'e--Lions inequality, which in turn\nimplies a weak Poincar\\'e--Lions inequality.","PeriodicalId":501215,"journal":{"name":"arXiv - STAT - Computation","volume":"15 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities\",\"authors\":\"Giovanni Brigati, Gabriel Stoltz, Andi Q. Wang, Lihan Wang\",\"doi\":\"arxiv-2407.16033\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study the long-time convergence behavior of underdamped Langevin dynamics,\\nwhen the spatial equilibrium satisfies a weighted Poincar\\\\'e inequality, with a\\ngeneral velocity distribution, which allows for fat-tail or subexponential\\npotential energies, and provide constructive and fully explicit estimates in\\n$\\\\mathrm{L}^2$-norm with $\\\\mathrm{L}^\\\\infty$ initial conditions. A key\\ningredient is a space-time weighted Poincar\\\\'e--Lions inequality, which in turn\\nimplies a weak Poincar\\\\'e--Lions inequality.\",\"PeriodicalId\":501215,\"journal\":{\"name\":\"arXiv - STAT - Computation\",\"volume\":\"15 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - STAT - Computation\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2407.16033\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Computation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.16033","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities
We study the long-time convergence behavior of underdamped Langevin dynamics,
when the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a
general velocity distribution, which allows for fat-tail or subexponential
potential energies, and provide constructive and fully explicit estimates in
$\mathrm{L}^2$-norm with $\mathrm{L}^\infty$ initial conditions. A key
ingredient is a space-time weighted Poincar\'e--Lions inequality, which in turn
implies a weak Poincar\'e--Lions inequality.